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Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling

Lohmann, Timo; Hering, Amanda S.; Rebennack, Steffen - In: European journal of operational research : EJOR 255 (2016) 1, pp. 243-258

Persistent link: https://www.econbiz.de/10011530864

Managing losses in exotic horse race wagering

Deza, Antoine; Huang, Kai - In: Journal of the Operational Research Society 69 (2018) 3, pp. 319-325

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An empirical investigation of dynamic ordering policies

Larson, Chad R.; Turcic, Danko; Zhang, Fuqiang - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2118-2138

Persistent link: https://www.econbiz.de/10011372447

Forecasting dirty tanker freight rate index by using stochastic differential equations

Jafari, Hossein; Rahimi, Ghazaleh - In: International journal of financial engineering 5 (2018) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10012028815

Large vector autoregressions with asymmetric priors

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015 - This draft: November 2015

We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...

Persistent link: https://www.econbiz.de/10011389735

Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes

Davidson, James E. H.; Li, Xiaoyu - In: Journal of empirical finance 38 (2016), pp. 534-547

Persistent link: https://www.econbiz.de/10011663340

Minnesota-type adaptive hierarchical priors for large Bayesian VARs

Chan, Joshua - 2019

Persistent link: https://www.econbiz.de/10012224435

Common drifting volatility in large Bayesian VARs

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390

Persistent link: https://www.econbiz.de/10011691646

R-estimation in semiparametric dynamic location-scale models

Hallin, Marc; La Vecchia, Davide - In: Journal of econometrics 196 (2017) 2, pp. 222-247

Persistent link: https://www.econbiz.de/10011818285

Electricity consumption forecasting in Thailand using hybrid model SARIMA and Gaussian process with combine Kernel Function technique

Poonpong Suksawang; Sukonthip Suphachan; Kanokkarn Kaewnuch - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 98-109

Persistent link: https://www.econbiz.de/10011881420